SASU.L vs. BBDD.L
SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) are both Large Cap Blend Equities funds - SASU.L tracks the MSCI USA Screened Index while BBDD.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SASU.L returned 12.84%/yr vs 12.35%/yr for BBDD.L. Their correlation of 0.92 suggests significant overlap in exposure. SASU.L charges 0.07%/yr vs 0.05%/yr for BBDD.L.
Performance
SASU.L vs. BBDD.L - Performance Comparison
Loading charts...
Different Trading Currencies
SASU.L is traded in USD, while BBDD.L is traded in GBp. To make them comparable, the BBDD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SASU.L having a 8.44% return and BBDD.L slightly higher at 8.71%.
SASU.L
- 1D
- -1.40%
- 1M
- -0.64%
- 6M
- 7.91%
- YTD
- 8.44%
- 1Y
- 19.98%
- 3Y*
- 20.13%
- 5Y*
- 12.84%
- 10Y*
- —
BBDD.L
- 1D
- -1.16%
- 1M
- 0.37%
- 6M
- 7.85%
- YTD
- 8.71%
- 1Y
- 19.33%
- 3Y*
- 19.47%
- 5Y*
- 12.35%
- 10Y*
- —
SASU.L vs. BBDD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 8.44% | 17.83% | 26.90% | 30.69% | -21.34% | 28.26% | 22.00% | 13.31% |
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 8.71% | 17.66% | 25.08% | 27.09% | -20.02% | 28.05% | 19.67% | 13.23% |
Correlation
The correlation between SASU.L and BBDD.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2019 | 0.92 |
The correlation between SASU.L and BBDD.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SASU.L vs. BBDD.L — Risk / Return Rank
SASU.L
BBDD.L
SASU.L vs. BBDD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SASU.L | BBDD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.11 | -0.02 |
| Martin ratioReturn relative to average drawdown | 8.30 | 8.57 | -0.27 |
Loading charts...
Drawdowns
SASU.L vs. BBDD.L - Drawdown Comparison
The maximum SASU.L drawdown since its inception was -34.07%, roughly equal to the maximum BBDD.L drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SASU.L and BBDD.L.
Loading charts...
Drawdown Indicators
| SASU.L | BBDD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -33.67% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -9.13% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -19.47% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -26.16% | -0.08% |
Current DrawdownCurrent decline from peak | -2.08% | -1.67% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.33% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.25% | +0.15% |
Volatility
SASU.L vs. BBDD.L - Volatility Comparison
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) have volatilities of 3.34% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SASU.L | BBDD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.38% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 8.87% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 11.76% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 15.87% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 17.39% | +1.00% |
SASU.L vs. BBDD.L - Expense Ratio Comparison
SASU.L has a 0.07% expense ratio, which is higher than BBDD.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SASU.L vs. BBDD.L - Dividend Comparison
SASU.L has not paid dividends to shareholders, while BBDD.L's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 1.12% | 1.12% | 0.99% | 1.31% | 1.44% | 0.94% | 1.46% | 0.79% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SASU.L and BBDD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SASU.L.
SASU.L tracks MSCI USA Screened Index, while BBDD.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for SASU.L and 0.05% for BBDD.L.
Find the right allocation for SASU.L and BBDD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer